That second step upgrades the 0.x export format to the 1.8 export format. That was necessary because the 0.x export format is not compatible with the 2.x import.

Step 1: Export my blogs data

Basically click the big blue EXPORT button.

Steps 2 and 3: upgrade and import my blogs data

The exported data from step one is not compatible with Ghost 2.x. We need to upgrade the exported data. We do that by importing the data into Ghost 1.8 and then exporting it. After that, we can import the data into 2.x.